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转折点移动平均系统 - 想法? (Turning Point Mov Avg System - Thoughts?)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:mabenn
发布日期:First Post: May 25, 2007 3:00am | Edited 3:03am
I have been working on a moving average system based on an envelope type of idea. From the looks of it, it tells you with decent accuracy if a move is over as well if a move has reversed. I'm only experimenting with this idea so any thoughts would be greatly appreciated on how to improve it. I'm not sure if I would use it to generate buy/sell signals but merely to tell me if a move is over. Of course there are other ways to do the same thing....

The setup is as follows:

A 4 period sma on HIGH
A 4 period sma on LOW
A 2 period ema on CLOSE

It seems to work on most time frames except it gets whipsawed on lower time frames. I have experimented with using it on longer time frames to spot reversals but taking signals on the crossover from smaller time frames, 15min and 5 minute. I'm sure the periods on the averages could be adjusted to ward off whipsaws but the accuracy would go down, or rather it might pick up the more significant signals. It also tells you if the trend is strong or weak by the way the 2 period avg stays outside of the 4 period avg's. Also if the Yellow avg line is between the upper and lower lines its low volatility and a sideways environment. Interesting...

Anyway, thoughts are very appreciated, i'm open to ideas.

Thanks and happy trading!
(See chart below for a sort of "well chosen example")

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